+885.3%
BDX vs OVV
+162.8%
+722.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | +8.3% | +11.7% | -3.5% | +7.3% |
| 3M | +24.4% | +9.8% | +14.6% | +23.3% |
| 6M | +9.2% | +26.6% | -17.4% | +6.8% |
| YTD | +22.7% | +67.0% | -44.3% | +17.3% |
| 1Y | +25.9% | +55.9% | -30.0% | +20.8% |
| 3Y | -10.5% | +45.5% | -56.0% | -14.5% |
| 5Y | +1.9% | +157.3% | -155.4% | -8.9% |
| 10Y | +58.7% | +65.0% | -6.3% | +31.7% |
| All | +885.3% | +162.8% | +722.5% | +549.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling